Home › pmp › pmp SPY-SH › iM-Best Reports – 5/20/2019

iM-Best Reports – 5/20/2019

Performance-wk-5-21-2019 Performance-mth-5-21-2019 Out of sample performance summary of our models for the past 1, 2, 4 and 13 week periods. The active active return indicates how the models over- or underperformed the benchmark ETF SPY. Also the YTD, and the 1-, 3-, 5- and 10-year annualized returns are shown in the second table
fig30im-fs-6040-5-21-2019
 iM-FlipSaver 60:40 | 20:80 – 2017: The model’s out of sample performance YTD is 6.2%, and for the last 12 months is 3.7%. Over the same period the benchmark E60B40 performance was 9.8% and 6.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.52% at a time when SPY gained 0.65%. A starting capital of $100,000 at inception on 7/16/2015 would have grown to $118,868 which includes $209 cash and excludes $788 spent on fees and slippage.
fig31im-fs-7030-5-21-2019
 iM-FlipSaver 70:30 | 20:80 – 2017: The model’s out of sample performance YTD is 6.3%, and for the last 12 months is 3.6%. Over the same period the benchmark E60B40 performance was 9.8% and 6.9% respectively. Over the previous week the market value of iM-FlipSaver 70:30 | 20:80 gained 0.64% at a time when SPY gained 0.65%. A starting capital of $100,000 at inception on 7/15/2015 would have grown to $121,137 which includes $218 cash and excludes $909 spent on fees and slippage.
fig32im-fs-8020-5-21-2019
 iM-FlipSaver 80:20 | 20:80 – 2017: The model’s out of sample performance YTD is 6.4%, and for the last 12 months is 3.5%. Over the same period the benchmark E60B40 performance was 9.8% and 6.9% respectively. Over the previous week the market value of iM-FlipSaver 80:20 | 20:80 gained 0.75% at a time when SPY gained 0.65%. A starting capital of $100,000 at inception on 1/2/2017 would have grown to $123,386 which includes $319 cash and excludes $1,024 spent on fees and slippage.
fig1-SPY-SH-5-21-2019
 iM-Best(SPY-SH).R1: The model’s out of sample performance YTD is 2.3%, and for the last 12 months is 5.6%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of Best(SPY-SH) gained 1.12% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 1/2/2009 would have grown to $615,443 which includes -$11,234 cash and excludes $22,629 spent on fees and slippage.
fig-2-Combo3-5-21-2019
 iM-Combo3.R1: The model’s out of sample performance YTD is 2.0%, and for the last 12 months is -4.3%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of iM-Combo3.R1 gained 1.25% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 2/3/2014 would have grown to $158,167 which includes -$2,546 cash and excludes $5,182 spent on fees and slippage.
Fig-15.Combo5-5-21-2019
 iM-Combo5: The model’s out of sample performance YTD is 5.7%, and for the last 12 months is 1.2%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of iM-Combo5 gained 1.24% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 2/22/2016 would have grown to $134,527 which includes $1,744 cash and excludes $0 spent on fees and slippage.
Fig-8.VDIGXtrade-5-21-2019Fig-8.1.VDIGXtrade-5-21-2019
 iM-Best10(VDIGX)-Trader: The model’s out of sample performance YTD is 13.5%, and for the last 12 months is 15.8%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Since inception, on 7/1/2014, the model gained 108.16% while the benchmark SPY gained 59.35% and VDIGX gained 63.95% over the same period. Over the previous week the market value of iM-Best10(VDIGX) gained 1.32% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $208,156 which includes $544 cash and excludes $2,558 spent on fees and slippage.
Fig-18.HiD-LoV-5-21-2019
 iM-Best7(HiD-LoV): The model’s out of sample performance YTD is 14.5%, and for the last 12 months is 20.3%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of iM-Best7(HiD-LoV) gained 0.30% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $125,206 which includes -$303 cash and excludes $2,975 spent on fees and slippage.
fig29im6-cap-strg-5-21-2019
 iM 6-Stock Capital Strength Portfolio: The model’s out of sample performance YTD is 8.3%, and for the last 12 months is 8.7%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM 6-Stock Capital Strength Portfolio gained 0.20% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 10/28/2016 would have grown to $163,142 which includes $932 cash and excludes $954 spent on fees and slippage.
Fig-7.USMVtrade-5-21-2019Fig-7.1.USMVtrade-5-21-2019
 iM-Best12(USMV)-Trader: The model’s out of sample performance YTD is 17.7%, and for the last 12 months is 14.1%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Since inception, on 6/30/2014, the model gained 101.87% while the benchmark SPY gained 59.35% and the ETF USMV gained -100.00% over the same period. Over the previous week the market value of iM-Best12(USMV)-Trader gained 3.13% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2014 would have grown to $201,867 which includes $568 cash and excludes $5,413 spent on fees and slippage.
Fig-9.USMVQ1-5-21-2019 Fig-9.1.USMVQ1-5-21-2019
 iM-Best12(USMV)Q1-Investor: The model’s out of sample performance YTD is 17.4%, and for the last 12 months is 13.9%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Since inception, on 1/5/2015, the model gained 93.05% while the benchmark SPY gained 53.13% and the ETF USMV gained 61.98% over the same period. Over the previous week the market value of iM-Best12(USMV)Q1 gained 2.67% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 1/5/2015 would have grown to $193,050 which includes $405 cash and excludes $1,494 spent on fees and slippage.
Fig-10.USMVQ2-5-21-2019 Fig-10.1.USMVQ2-5-21-2019
 iM-Best12(USMV)Q2-Investor: The model’s out of sample performance YTD is 17.0%, and for the last 12 months is 15.3%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Since inception, on 3/30/2015, the model gained 62.47% while the benchmark SPY gained 47.66% and the ETF USMV gained 56.45% over the same period. Over the previous week the market value of iM-Best12(USMV)Q2 gained 2.32% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 3/30/2015 would have grown to $162,470 which includes $690 cash and excludes $1,356 spent on fees and slippage.
Fig-5.USMVQ3-5-21-2019 Fig-5.1.USMVQ3-5-21-2019
 iM-Best12(USMV)Q3-Investor: The model’s out of sample performance YTD is 15.3%, and for the last 12 months is 8.4%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Since inception, on 7/1/2014, the model gained 92.29% while the benchmark SPY gained 59.35% and the ETF USMV gained 76.38% over the same period. Over the previous week the market value of iM-Best12(USMV)Q3 gained 2.94% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 7/1/2014 would have grown to $192,292 which includes -$1,342 cash and excludes $1,971 spent on fees and slippage.
Fig-6.USMVQ4-5-21-2019Fig-6.1.USMVQ4-5-21-2019
 iM-Best12(USMV)Q4-Investor: Since inception, on 9/29/2014, the model gained 102.93% while the benchmark SPY gained 56.94% and the ETF USMV gained -100.00% over the same period. Over the previous week the market value of iM-Best12(USMV)Q4 gained 1.90% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 9/29/2014 would have grown to $202,934 which includes -$1,089 cash and excludes $1,779 spent on fees and slippage.
Fig-10.USMV-Portfolio-vs-SPY-5-21-2019
 Average Performance of iM-Best12(USMV)Q1+Q2+Q3+Q4-Investor resulted in an excess return of 48.80% over SPY. (see iM-USMV Investor Portfolio)
fig-3-Short-5-21-2019
 iM-Best(Short): The model’s out of sample performance YTD is -11.7%, and for the last 12 months is -14.1%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of iM-Best(Short) gained 0.03% at a time when SPY gained 1.10%. Over the period 1/2/2009 to 5/20/2019 the starting capital of $100,000 would have grown to $78,583 which includes $93,897 cash and excludes $25,761 spent on fees and slippage.
fig25-Best2MCsETF-5-21-2019
 iM-Best2 MC-Score ETF System: The model’s out of sample performance YTD is 6.1%, and for the last 12 months is 7.1%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Best2 MC-Score ETF System gained 1.48% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $112,552 which includes $24 cash and excludes $669 spent on fees and slippage.
fig26-Best4MCsVang-5-21-2019
 iM-Best4 MC-Score Vanguard System: The model’s out of sample performance YTD is 8.8%, and for the last 12 months is 12.5%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Best4 MC-Score Vanguard System gained 0.52% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $117,536 which includes $197 cash and excludes $00 spent on fees and slippage.
fig21-imc-sh-rsp-5-21-2019
 iM-Composite (SH-RSP) Timer: The model’s out of sample performance YTD is 13.8%, and for the last 12 months is 4.1%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Composite (SH-RSP) Timer gained 0.65% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $136,740 which includes $5,116 cash and excludes $513 spent on fees and slippage.
Fig-20-imc-spy-ief-5-21-2019
 iM-Composite (SPY-IEF) Timer: The model’s out of sample performance YTD is 6.7%, and for the last 12 months is 10.8%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Composite (SPY-IEF) Timer gained 1.10% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $150,709 which includes $499 cash and excludes $2,780 spent on fees and slippage.
Fig-12-vix-zif-5-21-2019
 iM-VIX Timer with ZIV: The model’s out of sample performance YTD is 9.1%, and for the last 12 months is -2.5%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-VIX Timer with ZIV gained 4.69% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $197,327 which includes $1,115 cash and excludes $5,544 spent on fees and slippage.
fig22-imc-gld-stk-bnd-5-21-2019
 iM-Composite(Gold-Stocks-Bond) Timer: The model’s out of sample performance YTD is 11.0%, and for the last 12 months is -4.5%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Composite(Gold-Stocks-Bond) Timer gained 1.41% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 6/30/2016 would have grown to $121,767 which includes $258 cash and excludes $2,889 spent on fees and slippage.
fig23iM-lo-turn-over-5-21-2019
 iM-Low Turnover Composite Timer Combo: The model’s out of sample performance YTD is 7.2%, and for the last 12 months is -2.8%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Low Turnover Composite Timer Combo gained 0.54% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 3/24/27 would have grown to $103,284 which includes -$639 cash and excludes $813 spent on fees and slippage.
fig28-im-min-dd-5-21-2019
 iM-Min Drawdown Combo: The model’s out of sample performance YTD is 11.3%, and for the last 12 months is 8.2%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Min Drawdown Combo gained 0.60% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 4/5/2017 would have grown to $113,479 which includes $679 cash and excludes $1,008 spent on fees and slippage.
fig27-im-5etf-trader-5-21-2019
 iM-5ETF Trader (includes leveraged ETFs): The model’s out of sample performance YTD is 5.0%, and for the last 12 months is -14.8%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-5ETF Trader (includes leveraged ETFs) gained 1.46% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $145,333 which includes $285 cash and excludes $2,795 spent on fees and slippage.
fig24-im-std-5etf-trader-5-21-2019
 iM-Standard 5ETF Trader (excludes leveraged ETFs): The model’s out of sample performance YTD is 5.3%, and for the last 12 months is -3.0%. Over the same period the benchmark SPY performance was 14.1% and 6.7% respectively. Over the previous week the market value of the iM-Standard 5ETF Trader (excludes leveraged ETFs) gained 1.00% at a time when SPY gained 1.10%. A starting capital of $100,000 at inception on 10/30/2016 would have grown to $123,530 which includes -$316 cash and excludes $2,670 spent on fees and slippage.
Posted in pmp SPY-SH

Leave a Reply

With reference to Section 202(a)(11)(D) of the Investment Advisers Act: We are Engineers and not Investment Advisers, read more ...
By the mere act of reading this page and navigating this site you acknowledge, agree to, and abide by the Terms of Use / Disclaimer